-16.2%
CDNS vs ESTC
+7.3%
-23.5%
-29.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -4.5% | +0.5% | -2.9% |
| 7D | -14.0% | -8.1% | -5.9% | -12.2% |
| 30D | -13.2% | +31.7% | -44.8% | -20.6% |
| 3M | -28.9% | +41.1% | -70.0% | -36.6% |
| 6M | -4.2% | +77.1% | -81.2% | -21.5% |
| YTD | -6.4% | +21.7% | -28.1% | -16.0% |
| 1Y | -16.2% | +8.4% | -24.6% | -23.5% |
| All | -16.2% | +7.3% | -23.5% | -23.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ESTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling